Ingredients for easy to make type:
Modeling compound
Gold chain/rope. about 1/8" thickness. When I say chain, I mean the jewelry type where the links are knit very close to each other.
Gold Spray Paint
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I hope you're really good at sculpting or perhaps carving because that's what it takes to make the Necklace. You can either sculp the main shape out of modeling compound or carve it out of plastic/wax/wood/whatever. The most of you would probably use sculpting.
If you plan on wearing the Millenium Necklace, make sure that your gold chain fits snug around neck as it's basically a choker. If you can find a nice choker necklace to be the base for the Millenium one, that would work fine.
Be sure you paint your Necklace before attaching the chain, otherwise you will stain the chain as no doubt your spray paint will not be able to match the luster of manufactured gold chain.
I just glued the chain/rope to the entire back of the necklace. (I wasn't going to use the rope for anything else) If you want to use hot glue, you can reverse it later (to a certain degree) if you screw up. Obviously don't try to wear it while the hot glue is hot tho